Multivariate Jacobi process with application to smooth transitions - e-FERN

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Multivariate Jacobi process with application to smooth transitions

Authors:

GOURIEROUX, Christian & Jasiak, Joann (2006)

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Multivariate Jacobi process with application to smooth transitions
http://ideas.repec.org/a/eee/econom/v131y2006i1-2p475-505.html

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